| Introductory lectures on fluctuations of Lévy processes with applications AE Kyprianou Springer Science & Business Media, 2006 | 1226 | 2006 |
| Fluctuations of Lévy processes with applications: Introductory Lectures AE Kyprianou Springer Science & Business Media, 2014 | 389 | 2014 |
| Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options F Avram, AE Kyprianou, MR Pistorius The Annals of Applied Probability 14 (1), 215-238, 2004 | 284 | 2004 |
| Some remarks on first passage of Lévy processes, the American put and pasting principles L Alili, AE Kyprianou The Annals of Applied Probability 15 (3), 2062-2080, 2005 | 258 | 2005 |
| The theory of scale functions for spectrally negative Lévy processes A Kuznetsov, AE Kyprianou, V Rivero Lévy matters II, 97-186, 2012 | 234 | 2012 |
| Measure change in multitype branching JD Biggins, AE Kyprianou Advances in Applied Probability 36 (2), 544-581, 2004 | 214 | 2004 |
| Ruin probabilities and overshoots for general Lévy insurance risk processes C Klüppelberg, AE Kyprianou, RA Maller The Annals of Applied Probability 14 (4), 1766-1801, 2004 | 213 | 2004 |
| Seneta-Heyde norming in the branching random walk JD Biggins, AE Kyprianou The Annals of Probability 25 (1), 337-360, 1997 | 154 | 1997 |
| Overshoots and undershoots of Lévy processes RA Doney, AE Kyprianou The Annals of Applied Probability 16 (1), 91-106, 2006 | 149 | 2006 |
| The local relaxation flow approach to universality of the local statistics for random matrices L Erdős, B Schlein, HT Yau, J Yin Annales de l'IHP Probabilités et statistiques 48 (1), 1-46, 2012 | 141 | 2012 |
| Smoothness of scale functions for spectrally negative Lévy processes T Chan, AE Kyprianou, M Savov Probability Theory and Related Fields 150 (3), 691-708, 2011 | 138 | 2011 |
| Exotic option pricing and advanced Lévy models A Kyprianou, W Schoutens, P Wilmott John Wiley & Sons, 2006 | 129 | 2006 |
| Old and new examples of scale functions for spectrally negative Lévy processes F Hubalek, E Kyprianou Seminar on stochastic analysis, random fields and applications VI, 119-145, 2011 | 126 | 2011 |
| Some calculations for Israeli options AE Kyprianou Finance and Stochastics 8 (1), 73-86, 2004 | 111 | 2004 |
| Meromorphic Lévy processes and their fluctuation identities A Kuznetsov, AE Kyprianou, JC Pardo The Annals of Applied Probability 22 (3), 1101-1135, 2012 | 108 | 2012 |
| Fixed points of the smoothing transform: the boundary case J Biggins, A Kyprianou Electronic Journal of Probability 10, 609-631, 2005 | 107 | 2005 |
| Distributional study of de Finetti's dividend problem for a general Lévy insurance risk process AE Kyprianou, Z Palmowski Journal of Applied Probability 44 (2), 428-443, 2007 | 104 | 2007 |
| Local extinction versus local exponential growth for spatial branching processes J Engländer, AE Kyprianou The Annals of Probability 32 (1A), 78-99, 2004 | 102 | 2004 |
| Refracted lévy processes AE Kyprianou, RL Loeffen Annales de l'IHP Probabilités et statistiques 46 (1), 24-44, 2010 | 100 | 2010 |
| A Wiener–Hopf Monte Carlo simulation technique for Lévy processes A Kuznetsov, AE Kyprianou, JC Pardo, K van Schaik The Annals of Applied Probability 21 (6), 2171-2190, 2011 | 97 | 2011 |
